-34.3%
LASE vs VT
+23.4%
-57.6%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.0% | +0.4% | -0.9% |
| 7D | -11.9% | +0.1% | -12.1% | -12.1% |
| 30D | +30.8% | +0.8% | +30.0% | +28.9% |
| 3M | -55.3% | +2.8% | -58.1% | -57.5% |
| 6M | +48.3% | +13.0% | +35.3% | +19.1% |
| YTD | -43.3% | +15.4% | -58.7% | -57.3% |
| All | -34.3% | +23.4% | -57.6% | -63.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded VT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling